Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49565.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43563.84 Kr¶

PnL: ---------------------------------------> -1311.74 Kr¶

DD now: ---------------------------------> -6.692 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 17:11:47.839057'

Anic Portfolio¶

Today¶

Return: -0.024 %¶

This Week¶

Return: -2.336 %¶

Total portfolio value¶

Return including deposits: 62.265 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 7.550000 1536.900000 113.900000 8.000000 1423.000014
Nederman Holding 1 -0.470000 210.000000 11.000000 5.530000 199.000000
Hennes & Mauritz B 6 -1.140000 914.520000 2.520000 0.280000 912.000000
Atrium Ljungberg B 5 0.950000 902.500000 -1.500000 -0.170000 904.000000
BioGaia B 8 2.550000 902.400000 -1.600000 -0.180000 904.000000
Eastnine 6 -0.180000 655.200000 -1.800000 -0.270000 657.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
ASSA ABLOY B 4 -0.360000 985.200000 -7.800000 -0.790000 993.000000
AcadeMedia 20 -0.700000 963.200000 -14.800000 -1.510000 978.000000
JM 7 -0.520000 935.200000 -14.800000 -1.560000 950.000002
Biotage 1 -6.130000 133.300000 -15.700000 -10.540000 149.000000
Vitrolife 3 0.270000 658.800000 -18.200000 -2.690000 677.000001
Bufab 3 -0.280000 1056.600000 -19.400000 -1.800000 1076.000001
Gränges 10 0.000000 1018.000000 -21.000000 -2.020000 1039.000000
Alimak Group 12 1.360000 985.200000 -21.800000 -2.160000 1007.000004
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
OX2 12 -2.180000 886.800000 -22.200000 -2.440000 909.000000
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Hexatronic Group 15 0.090000 1045.500000 -25.500000 -2.380000 1071.000000
Hoist Finance 36 1.300000 984.600000 -26.400000 -2.610000 1010.999988
Latour B 4 -2.170000 829.600000 -26.400000 -3.080000 856.000000
Sandvik 4 0.150000 819.600000 -28.400000 -3.350000 848.000000
Addnode Group B 7 -1.260000 876.400000 -28.600000 -3.160000 904.999998
Investor B 3 -1.410000 628.650000 -29.350000 -4.460000 657.999999
Vitec Software Group B 2 -2.810000 1074.000000 -30.000000 -2.720000 1104.000000
Byggmax Group 33 -0.070000 935.220000 -31.780000 -3.290000 966.999990
Sagax B 4 -1.940000 851.200000 -33.800000 -3.820000 885.000000
Sagax A 4 -2.750000 848.000000 -38.000000 -4.290000 886.000000
SKF B 5 -0.840000 940.500000 -39.500000 -4.030000 980.000000
Catena 2 0.740000 762.000000 -44.000000 -5.460000 806.000000
EQT 4 -2.640000 826.800000 -46.200000 -5.290000 873.000000
Platzer Fastigheter Holding B 12 -0.920000 900.000000 -51.000000 -5.360000 951.000000
Orrön Energy 170 -3.640000 1979.650000 -66.350000 -3.240000 2045.999980
HEXPOL B 8 -5.690000 888.000000 -69.000000 -7.210000 957.000000
Hexagon B 26 -1.610000 3329.300000 -90.700000 -2.650000 3420.000012
VEF 788 -1.830000 1779.300000 -123.700000 -6.500000 1903.000300
Sedana Medical 93 0.800000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43563.840000 -1311.740000 -6.69186% 44875.578016

Updated:¶

'2023-06-21 17:12:05.452415'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶